Time series regression-based pairs trading in the Korean equities market.
Saejoon KimJun HeoPublished in: J. Exp. Theor. Artif. Intell. (2017)
Keyphrases
- stock data
- stock market
- stock price
- stock exchange
- foreign exchange
- financial markets
- trading strategies
- futures market
- financial time series
- trading systems
- trading rules
- electronic markets
- dow jones
- market data
- technical indicators
- electricity markets
- stock trading
- agent mediated
- financial data
- pairwise
- non stationary
- trading agents
- investment strategies
- dynamic time warping
- electronic commerce
- exchange rate
- double auction
- test bed
- multivariate time series
- historical data
- short run
- trend analysis
- morphological analysis
- early warning
- chronic hepatitis
- temporal patterns
- decision making
- market participants
- business transactions
- market share
- moving average